Nonlinear time series models in empirical finance /

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The most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Franses, Philip Hans, 1963-
Otros Autores: Dijk, Dick van
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press, 2000.
Temas:
Finance > Mathematical models.
Time-series analysis.
Finances > Modèles mathématiques.
Série chronologique.
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models
Time-series analysis
Finanzierungstheorie
Tijdreeksen.
Niet-lineaire modellen.
Bedrijfsfinanciering.
Séries chronologiques.
Économétrie.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 1. Introduction
  • 2. Some concepts in time series analysis
  • 3. Regime-switching models for returns
  • 4. Regime-switching models for volatility
  • 5. Artificial neural networks for returns
  • 6. Conclusions.

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